ECBOT 10 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-195 |
118-015 |
0-140 |
0.4% |
114-290 |
| High |
118-145 |
118-070 |
-0-075 |
-0.2% |
117-260 |
| Low |
117-170 |
117-190 |
0-020 |
0.1% |
114-220 |
| Close |
117-310 |
118-035 |
0-045 |
0.1% |
117-085 |
| Range |
0-295 |
0-200 |
-0-095 |
-32.2% |
3-040 |
| ATR |
0-317 |
0-309 |
-0-008 |
-2.6% |
0-000 |
| Volume |
601,578 |
944,592 |
343,014 |
57.0% |
3,927,917 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-272 |
119-193 |
118-145 |
|
| R3 |
119-072 |
118-313 |
118-090 |
|
| R2 |
118-192 |
118-192 |
118-072 |
|
| R1 |
118-113 |
118-113 |
118-053 |
118-152 |
| PP |
117-312 |
117-312 |
117-312 |
118-011 |
| S1 |
117-233 |
117-233 |
118-017 |
117-272 |
| S2 |
117-112 |
117-112 |
117-318 |
|
| S3 |
116-232 |
117-033 |
117-300 |
|
| S4 |
116-032 |
116-153 |
117-245 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-308 |
124-237 |
118-315 |
|
| R3 |
122-268 |
121-197 |
118-040 |
|
| R2 |
119-228 |
119-228 |
117-268 |
|
| R1 |
118-157 |
118-157 |
117-177 |
119-032 |
| PP |
116-188 |
116-188 |
116-188 |
116-286 |
| S1 |
115-117 |
115-117 |
116-313 |
115-312 |
| S2 |
113-148 |
113-148 |
116-222 |
|
| S3 |
110-108 |
112-077 |
116-130 |
|
| S4 |
107-068 |
109-037 |
115-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-145 |
116-250 |
1-215 |
1.4% |
0-242 |
0.6% |
79% |
False |
False |
778,918 |
| 10 |
118-145 |
114-210 |
3-255 |
3.2% |
0-305 |
0.8% |
91% |
False |
False |
761,838 |
| 20 |
118-145 |
114-210 |
3-255 |
3.2% |
0-309 |
0.8% |
91% |
False |
False |
769,088 |
| 40 |
119-000 |
114-210 |
4-110 |
3.7% |
0-312 |
0.8% |
79% |
False |
False |
759,804 |
| 60 |
119-000 |
112-255 |
6-065 |
5.3% |
1-000 |
0.8% |
86% |
False |
False |
760,617 |
| 80 |
120-150 |
112-255 |
7-215 |
6.5% |
0-308 |
0.8% |
69% |
False |
False |
580,169 |
| 100 |
122-170 |
112-255 |
9-235 |
8.2% |
0-268 |
0.7% |
55% |
False |
False |
464,203 |
| 120 |
124-110 |
112-255 |
11-175 |
9.8% |
0-223 |
0.6% |
46% |
False |
False |
386,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-280 |
|
2.618 |
119-274 |
|
1.618 |
119-074 |
|
1.000 |
118-270 |
|
0.618 |
118-194 |
|
HIGH |
118-070 |
|
0.618 |
117-314 |
|
0.500 |
117-290 |
|
0.382 |
117-266 |
|
LOW |
117-190 |
|
0.618 |
117-066 |
|
1.000 |
116-310 |
|
1.618 |
116-186 |
|
2.618 |
115-306 |
|
4.250 |
114-300 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-013 |
118-018 |
| PP |
117-312 |
118-002 |
| S1 |
117-290 |
117-305 |
|